+65.5%
VZ vs AXP
+449.9%
-384.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +2.1% | +0.6% | +1.6% | +2.1% |
| 30D | +1.4% | +5.8% | -4.5% | +0.5% |
| 3M | -1.3% | -6.0% | +4.8% | -0.4% |
| 6M | -0.5% | +0.3% | -0.8% | -0.8% |
| YTD | +19.6% | -12.3% | +31.9% | +21.4% |
| 1Y | +22.4% | -11.2% | +33.6% | +23.8% |
| 3Y | +55.9% | +117.0% | -61.1% | +32.4% |
| 5Y | +20.4% | +93.2% | -72.8% | +2.7% |
| All | +65.5% | +449.9% | -384.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling